+12.0%
GEHC vs ENB
+60.0%
-48.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | -7.0% | -0.2% | -6.8% | -7.0% |
| 3M | +3.3% | -7.5% | +10.8% | +5.3% |
| 6M | -10.0% | -4.1% | -5.9% | -9.3% |
| YTD | -18.5% | +9.8% | -28.3% | -21.5% |
| 1Y | -14.4% | +8.7% | -23.1% | -17.4% |
| 3Y | +3.4% | +79.0% | -75.6% | -16.6% |
| All | +12.0% | +60.0% | -48.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling